UBS Call 160 CVX 17.01.2025/  CH1304646164  /

UBS Investment Bank
02/08/2024  21:56:34 Chg.-0.160 Bid- Ask- Underlying Strike price Expiration date Option type
0.460EUR -25.81% -
Bid Size: -
-
Ask Size: -
Chevron Corporation 160.00 USD 17/01/2025 Call
 

Master data

WKN: UL9FJ4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 17/01/2025
Issue date: 08/11/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.11
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.68
Time value: 0.64
Break-even: 154.73
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.02
Spread %: 3.23%
Delta: 0.45
Theta: -0.03
Omega: 9.87
Rho: 0.26
 

Quote data

Open: 0.620
High: 0.660
Low: 0.420
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.90%
1 Month
  -41.77%
3 Months
  -61.67%
YTD
  -54.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.620
1M High / 1M Low: 1.060 0.610
6M High / 6M Low: 1.570 0.610
High (YTD): 29/04/2024 1.570
Low (YTD): 09/07/2024 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   0.820
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.06%
Volatility 6M:   152.94%
Volatility 1Y:   -
Volatility 3Y:   -